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Please use this identifier to cite or link to this item: http://hdl.handle.net/10086/18968

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Title: How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models
Authors: Nagakura, Daisuke
Issue Date: Mar-2011
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 17 p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series ; No. 172
Description: The paper is a revised version of the first chapter of the author's dissertation (Nagakura, 2007).
Language: eng
Text Version: publisher
RelationURI: http://gcoe.ier.hit-u.ac.jp/english/index.html
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

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